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Watch My Latest Talk on the No-U-Turn Sampler
Curious about the No-U-Turn Sampler and its performance in high-dimensional spaces? Watch my recent talk, where I present new insights into its reversibility and mixing time. There are still many … Read More
Online Seminar on Monte Carlo
I’m thrilled to announce that I’ll be presenting at the Online Seminar on Monte Carlo on October 22 from 11:30 AM – 12:30 PM EST! I’ll be discussing recent work … Read More
Mixing of the No-U-Turn Sampler and the Geometry of Gaussian Concentration
The No-U-Turn Sampler (NUTS) is the go-to method for sampling in probabilistic programming languages like Stan, PyMC3, NIMBLE, Turing, and NumPyro. However, due to its recursive architecture, even proving its … Read More